If a command-line approach is viable, and you're on a Linux-like system, then lsof is your friend.  There are about 10 gazillion flags for lsof, but for your needs, it should be as simple as:
lsof myfile
You should get output similar to the following:
COMMAND    PID    USER  FD   TYPE DEVICE  SIZE    NODE NAME
someprog   4660 foobar mem    REG  253,0 58400 4522314 myfile
EDIT
You say you're using Windows.  I'm not familiar with Windows command-line tools.  However, here's a question that may help: How can I determine whether a specific file is open in Windows?.